Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-05-04 11.401913 13.069345 14.868324 16.950077 19.289143 21.832526 24.803754
2025-05-11 8.733077 10.938565 13.506494 16.703543 20.562296 25.053656 30.660383
2025-05-18 7.454195 9.884964 12.856226 16.729697 21.617260 27.548271 35.255406
2025-05-25 6.543745 9.132940 12.437929 16.924964 22.810623 30.214979 40.173588
2025-06-01 5.773915 8.431471 11.955441 16.912173 23.635594 32.359367 44.441324
2025-06-08 5.095951 7.762750 11.426422 16.750650 24.197498 34.135016 48.266668
2025-06-15 4.628834 7.328169 11.157570 16.888683 25.127544 36.399609 52.807822
2025-06-22 4.333673 7.106308 11.156098 17.379967 26.549936 39.377892 58.441704
2025-06-29 3.898047 6.623779 10.723974 17.195193 26.966211 40.939547 62.134278
2025-07-06 3.363806 5.930917 9.911546 16.367761 26.362695 40.979037 63.610787
2025-07-13 3.177253 5.777436 9.912469 16.772105 27.611977 43.756250 69.177145
2025-07-20 2.992323 5.606981 9.868128 17.092484 28.736057 46.382806 74.617339
2025-07-27 2.732515 5.289359 9.567839 16.992957 29.214728 48.084794 78.792083
2025-08-03 2.472355 4.945646 9.195848 16.746347 29.437823 49.396968 82.424004
2025-08-10 2.287611 4.718436 9.000069 16.772393 30.090867 51.391586 87.179695
2025-08-17 2.147648 4.560291 8.910150 16.968165 31.027319 53.868032 92.790293
2025-08-24 1.989653 4.351473 8.711505 16.955325 31.601273 55.771370 97.543856
2025-08-31 1.826033 4.114865 8.442030 16.793439 31.901168 57.225454 101.609093
2025-09-07 1.716866 3.976865 8.343912 16.931786 32.724669 59.574226 107.229009
2025-09-14 1.659651 3.940721 8.435663 17.424191 34.197132 63.072239 114.897168
2025-09-21 1.527869 3.733217 8.178148 17.238995 34.431623 64.454523 119.026906
2025-09-28 1.339115 3.381720 7.606594 16.409672 33.433145 63.644560 119.350620
2025-10-05 1.292689 3.343593 7.665804 16.814942 34.750026 66.948702 126.927207